Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 140.22 140.01 -0.21 -0.1% 139.91
High 140.29 140.01 -0.28 -0.2% 140.52
Low 139.84 140.01 0.17 0.1% 139.71
Close 140.01 140.01 0.00 0.0% 140.01
Range 0.45 0.00 -0.45 -100.0% 0.81
ATR 0.81 0.76 -0.06 -7.1% 0.00
Volume 56,131 200 -55,931 -99.6% 2,995,931
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.01 140.01 140.01
R3 140.01 140.01 140.01
R2 140.01 140.01 140.01
R1 140.01 140.01 140.01 140.01
PP 140.01 140.01 140.01 140.01
S1 140.01 140.01 140.01 140.01
S2 140.01 140.01 140.01
S3 140.01 140.01 140.01
S4 140.01 140.01 140.01
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 142.51 142.07 140.46
R3 141.70 141.26 140.23
R2 140.89 140.89 140.16
R1 140.45 140.45 140.08 140.67
PP 140.08 140.08 140.08 140.19
S1 139.64 139.64 139.94 139.86
S2 139.27 139.27 139.86
S3 138.46 138.83 139.79
S4 137.65 138.02 139.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.52 139.71 0.81 0.6% 0.42 0.3% 37% False False 599,186
10 140.52 138.81 1.71 1.2% 0.64 0.5% 70% False False 689,309
20 140.52 137.23 3.29 2.3% 0.77 0.5% 84% False False 672,463
40 140.52 136.93 3.59 2.6% 0.84 0.6% 86% False False 685,456
60 140.52 136.61 3.91 2.8% 0.86 0.6% 87% False False 567,820
80 140.52 132.87 7.65 5.5% 0.99 0.7% 93% False False 483,969
100 140.52 132.87 7.65 5.5% 1.06 0.8% 93% False False 387,405
120 140.52 132.87 7.65 5.5% 1.07 0.8% 93% False False 322,869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 140.01
2.618 140.01
1.618 140.01
1.000 140.01
0.618 140.01
HIGH 140.01
0.618 140.01
0.500 140.01
0.382 140.01
LOW 140.01
0.618 140.01
1.000 140.01
1.618 140.01
2.618 140.01
4.250 140.01
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 140.01 140.18
PP 140.01 140.12
S1 140.01 140.07

These figures are updated between 7pm and 10pm EST after a trading day.

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